I couldn't find any tool to build brigdes in Tropico 4, like other games such as Caesar 3/4 and SimCity. This is how i solved the problem:

I assume, if that's in game, you used ye olde "edge expansion" technique by placing a building right on the edge, expanding the nearby shore?

Yes, I used edge expansion. I'm new in this game. Is there another tool or technique to build bridges or connect bay or lagoon banks?

As an aside, have you noticed that using double roads relieves congestion? In my experience, Tropicans rarely use alternate routes so I tend to have main thoroughfares get pretty choked.

I really, really wonder why there aren't bridges in this game. Then again, they aren't needed that often, it's not like Islands are generated with rivers.